Daily brief — August 27, 2026
Value stood out: -1.7% vs the index over 1 session. As published at the market close. The live view is always on the dashboard.
Unusual moves
- Value 1d vs S&P: -1.7% (-2.0σ, 2nd pctile)
Breadth: 54% of the index above its 50-day average (a month ago: 65%); 71% above the 200-day.
20d leadership: highbeta (held 3d, prev size)
August seasonality (30y): market -0.2% mean / 60% hit; momentum +0.6% mean / 53% hit; value +0.1% mean / 47% hit; size -0.1% mean / 43% hit; quality +0.0% mean / 47% hit.
Baskets, 20d vs S&P: Optical Interconnect leads (+14.5%), Travel & Experiences lags (-6.6%).
Sectors, 5d vs S&P: Technology leads (+1.9% (+0.9σ, 83rd pctile)), Energy lags (-4.0% (-1.1σ, 14th pctile)).
Analyst tape: 86↑ / 67↓ FY1 EPS (net +4%) in the August 27 read.
FW 3000: Dividend yield -1.4% (-0.7σ) on the week vs the broad benchmark — the 3,000-name universe, beyond large caps.
Computed from S&P 500 constituents, point-in-time quintile portfolios. Provided as-is, with no guarantee of accuracy, timeliness, or freedom from errors. Not investment advice.